+1,842.6%
UMC vs BIIB
-26.2%
+1,868.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | +9.0% | -1.7% | +10.7% | +9.2% |
| 30D | +17.2% | +4.0% | +13.3% | +16.5% |
| 3M | +11.4% | +8.6% | +2.8% | +9.6% |
| 6M | +137.5% | +14.0% | +123.5% | +131.9% |
| YTD | +193.1% | +23.4% | +169.7% | +183.0% |
| 1Y | +240.3% | +45.9% | +194.4% | +220.7% |
| 3Y | +262.2% | -16.1% | +278.3% | +263.2% |
| 5Y | +143.1% | -27.6% | +170.7% | +144.5% |
| All | +1,842.6% | -26.2% | +1,868.7% | +1,754.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling